V-Lab
Oslo Stock Exchange All Share Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 16th, 2024:14.45% (+2.38%)
Analysis last updated: Tuesday, April 16, 2024 at 02:02 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0590 | 17.51 | |
| 0.0467 | 17.02 | |
| 0.8480 | 230.95 | |
| 0.1337 | 17.98 |
Estimation Period:
Jan 1, 1990 to Feb 23, 2024
Jan 1, 1990 to Feb 23, 2024
News Impact Curve
Volatility Forecasts
Other Oslo Stock Exchange All Share Index Analyses